"SFQRA: Scaled factor-augmented quantile regression with aggregation in ..."

Lei Shu et al. (2025)

> Home

Details and statistics

DOI: 10.1016/J.JMVA.2024.105405

access: closed

type: Journal Article

metadata version: 2025-05-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ma/ShuHCY25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ma/ShuHCY25
Lei Shu, Yifan Hao, Yu Chen, Qing Yang:
SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting. J. Multivar. Anal. 207: 105405 (2025)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.